It is indeed intriguing how we react to music, and probably one reason why art may be the one thing that defines us (at least till AI also mimics it) Earlier in life I was trying to understand why, but tbh never put in the work to research it, especially as work pulled you in another direction. Lately, I am looking at it from another angle, from an emotional contagion perspective (though I was not aware of the term) I use music a lot to build myself back again, as I find I get easily influenced by music. It is easy for me to empathize, and get the same feeling that people get for their favorites, be it their anthems, songs like Amazing Grace, or the examples like Give me Hope Joanna that you highlighted. It is truly an amazing piece of art our brain/body.
Music is so influential, isn't it? It can really alter one's mood. Thanks for the comment @brijwhiz 😊